+1,771.0%
BAC vs VRTX
+11,869.8%
-10,098.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -0.4% | +12.6% | -13.0% | -2.1% |
| 3M | +16.9% | +23.6% | -6.7% | +13.3% |
| 6M | +26.6% | +14.3% | +12.3% | +23.9% |
| YTD | +15.8% | +20.5% | -4.7% | +12.3% |
| 1Y | +27.2% | +37.6% | -10.4% | +20.9% |
| 3Y | +132.4% | +55.5% | +76.9% | +114.7% |
| 5Y | +72.6% | +175.7% | -103.2% | +45.8% |
| 10Y | +389.7% | +474.2% | -84.5% | +265.5% |
| All | +1,771.0% | +11,869.8% | -10,098.7% | +836.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling